Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 0.437752 0.485450 0.538134 0.601006 0.674468 0.758177 0.861626
2025-02-02 0.381502 0.441993 0.513078 0.603880 0.718405 0.860327 1.053212
2025-02-09 0.337988 0.404406 0.486161 0.596231 0.743826 0.939977 1.229670
2025-02-16 0.308753 0.379510 0.470094 0.597750 0.778572 1.034964 1.445313
2025-02-23 0.277934 0.348661 0.441961 0.578226 0.779899 1.081561 1.598825
2025-03-02 0.250891 0.319910 0.413189 0.553473 0.768872 1.106209 1.721180
2025-03-09 0.236982 0.307507 0.405349 0.557311 0.800454 1.201867 1.988913
2025-03-16 0.229564 0.303250 0.408273 0.576983 0.859096 1.352678 2.404573
2025-03-23 0.220262 0.295374 0.404909 0.586066 0.900993 1.481725 2.820633
2025-03-30 0.210524 0.286011 0.398306 0.588861 0.931898 1.595860 3.246470
2025-04-06 0.200356 0.275219 0.388498 0.585042 0.949890 1.687513 3.654809
2025-04-13 0.186518 0.257977 0.367261 0.559548 0.923563 1.680635 3.797116
2025-04-20 0.179807 0.251580 0.363330 0.564710 0.959059 1.821125 4.446579
2025-04-27 0.173892 0.246011 0.360263 0.571009 0.997808 1.979366 5.253923
2025-05-04 0.166401 0.237470 0.351606 0.566097 1.012474 2.083146 5.947865
2025-05-11 0.160891 0.231764 0.347280 0.568822 1.043985 2.239259 6.974645
2025-05-18 0.152411 0.220764 0.333153 0.551331 1.027891 2.262350 7.453242
2025-05-25 0.143697 0.208977 0.316997 0.528564 0.996927 2.236974 7.694640
2025-06-01 0.139857 0.205061 0.314372 0.532422 1.028839 2.405494 9.103006
2025-06-08 0.138512 0.205203 0.318880 0.551048 1.099309 2.717371 11.798961
2025-06-15 0.135756 0.202793 0.318593 0.559670 1.146435 2.972122 14.640071
2025-06-22 0.132343 0.199076 0.315658 0.562352 1.178675 3.188181 17.702333
2025-06-29 0.128315 0.194104 0.310088 0.558803 1.193692 3.346906 20.690919